-32.0%
APP vs RGEN
+18.8%
-50.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.6% |
| 7D | +48.9% | -3.1% | +52.1% | +49.8% |
| 30D | +49.4% | +0.1% | +49.4% | +49.1% |
| 3M | +27.0% | +4.8% | +22.3% | +23.7% |
| 6M | -15.4% | +48.9% | -64.3% | -31.3% |
| YTD | -39.9% | +5.3% | -45.3% | -36.5% |
| 1Y | -32.0% | +12.5% | -44.5% | -28.8% |
| All | -32.0% | +18.8% | -50.7% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RGEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling